+328.6%
EXPD vs CRL
+354.1%
-25.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.6% | +8.9% | -5.3% | +1.4% |
| 30D | +0.3% | +14.0% | -13.7% | -3.2% |
| 3M | +6.1% | +19.8% | -13.8% | +0.9% |
| 6M | +27.4% | +102.0% | -74.7% | +5.8% |
| YTD | +32.0% | +70.8% | -38.9% | +13.3% |
| 1Y | +40.5% | +98.7% | -58.2% | +16.0% |
| 3Y | +75.7% | +98.2% | -22.5% | +36.4% |
| 5Y | +61.7% | -11.7% | +73.4% | +55.7% |
| All | +328.6% | +354.1% | -25.5% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling